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An Outlier Robust Block Bootstrap For Small Area Estimation, Payam Mokhtarian, Ray Chambers Jun 2014

An Outlier Robust Block Bootstrap For Small Area Estimation, Payam Mokhtarian, Ray Chambers

Payam Mokhtarian

Small area inference based on mixed models, i.e. models that contain both fixed and random effects, are the industry standard for this field, allowing between area heterogeneity to be represented by random area effects. Use of the linear mixed model is ubiquitous in this context, with maximum likelihood, or its close relative, REML, the standard method for estimating the parameters of this model. These parameter estimates, and in particular the resulting predicted values of the random area effects, are then used to construct empirical best linear unbiased predictors (EBLUPs) of the unknown small area means. It is now well known …


An Outlier Robust Block Bootstrap For Small Area Estimation, Payam Mokhtarian, Ray Chambers Mar 2014

An Outlier Robust Block Bootstrap For Small Area Estimation, Payam Mokhtarian, Ray Chambers

Payam Mokhtarian

Small area inference based on mixed models, i.e. models that contain both fixed and random effects, are the industry standard for this field, allowing between area heterogeneity to be represented by random area effects. Use of the linear mixed model is ubiquitous in this context, with maximum likelihood, or its close relative, REML, the standard method for estimating the parameters of this model. These parameter estimates, and in particular the resulting predicted values of the random area effects, are then used to construct empirical best linear unbiased predictors (EBLUPs) of the unknown small area means. It is now well known …


Bayesian Nonparametric Reliability Analysis For A Railway System At Component Level, Payam Mokhtarian, Mohammad-Reza Namazi-Rad, Tin Kin Ho, Thomas Suesse Mar 2014

Bayesian Nonparametric Reliability Analysis For A Railway System At Component Level, Payam Mokhtarian, Mohammad-Reza Namazi-Rad, Tin Kin Ho, Thomas Suesse

Payam Mokhtarian

Railway system is a typical large-scale complex system with interconnected sub-systems which contain numerous components. System reliability is retained through appropriate maintenance measures and cost-effective asset management requires accurate estimation of reliability at the lowest level. However, real-life reliability data at component level of a railway system is not always available in practice, let alone complete. The component lifetime distributions from the manufacturers are often obscured and complicated by the actual usage and working environments. Reliability analysis thus calls for a suitable methodology to estimate a component lifetime under the conditions of a lack of failure data and unknown and/or …


A General Framework For Infrastructure System Reliability Modelling And Analysis, Payam Mokhtarian, Mohammad-Reza Namazi-Rad, Tin Kin Ho, Mahmoud Efatmaneshnik Mar 2014

A General Framework For Infrastructure System Reliability Modelling And Analysis, Payam Mokhtarian, Mohammad-Reza Namazi-Rad, Tin Kin Ho, Mahmoud Efatmaneshnik

Payam Mokhtarian

An infrastructure system is inherently complex, with layers of both explicitly defined and hidden or subtle interfaces with other infrastructure systems and human users. High availability is desired, which implies stringent requirements on reliability and safety. Reliability analysis typically starts at component or sub-system level and aggregates through the system functional hierarchy. Because of the system complexity, incorporating occurrences of all possible interactions and scenarios is not always practical and failure data is often limited. Moreover, there are unobserved events among the sub-systems distributing either randomly or with temporal trend. To facilitate reliability analysis amid the complex environment and uncertain …


A Probabilistic Predictive Model For Residential Mobility In Australia, Mohammad-Reza Namazi-Rad, Nagesh Shukla, Albert Munoz, Payam Mokhtarian, Jun Ma Mar 2014

A Probabilistic Predictive Model For Residential Mobility In Australia, Mohammad-Reza Namazi-Rad, Nagesh Shukla, Albert Munoz, Payam Mokhtarian, Jun Ma

Payam Mokhtarian

Household relocation modelling is an integral part of the planning process as residential movements influence the demand for community facilities and services. Department of Families, Housing, Community Services and Indigenous Affairs (FaHCSIA) created the Household, Income and Labour Dynamics in Australia (HILDA) program to collect reliable longitudinal data on family and household dynamics. Socio-demographic information (such as general health situation and well-being, lifestyle changes, residential mobility, income and welfare dynamics, and labour market dynamics) is collected from the sampled individuals and households. The data shows that approximately 17% of Australian households and 13% of couple families in the HILDA sample …